Next:
Problem 6
Up:
Winter 2018
Previous:
Problem 4
Contents
Problem 5
Exercise
1
.
5
(Weak convergence is finite)
Suppose
converges weakly to
. Then
.
Proof
. Recall that
exists for each
, so we may replace the limit with its
and proceed in the double dual
(
1
.
46
)
(
1
.
47
)
(
1
.
48
)